Abstract: We present a finite-difference frequency-domain method for 3D visco-acoustic wave propagation modeling. In the frequency domain, the underlying numerical problem is the resolution of a large sparse system of linear equations whose right-hand side term is the source. This system is solved with a massively parallel direct solver. We first present an optimal 3D finite-difference stencil for frequency-domain modeling. The method is based on a parsimonious staggered-grid method. Differential operators are discretized with second-order accurate staggered-grid stencils on different rotated coordinate systems to mitigate numerical anisotropy. An antilumped mass strategy is implemented to minimize numerical dispersion. The stencil incorporates 27 grid points and spans two grid intervals. Dispersion analysis shows that four grid points per wavelength provide accurate simulations in the 3D domain. To assess the feasibility of the method for frequency-domain full-waveform inversion, we computed simulations in the 3D SEG/EAGE overthrust model for frequencies 5, 7, and 10 Hz. Results confirm the huge memory requirement of the factorization (several hundred Figabytes) but also the CPU efficiency of the resolution phase (few seconds per shot). Heuristic scalability analysis suggests that the memory complexity of the factorization is O(35N(4)) for a N-3 grid. Our method may provide a suitable tool to perform frequency-domain full-waveform inversion using a large distributed-memory platform. Further investigation is still necessary to assess more quantitatively the respective merits and drawbacks of time- and frequency-domain modeling of wave propagation to perform 3D full-waveform inversion.

Abstract: A wide range of computer vision applications require an accurate solution of a particular Hamilton-Jacobi (HJ) equation known as the Eikonal equation. In this paper, we propose an improved version of the fast marching method (FMM) that is highly accurate for both 2D and 3D Cartesian domains. The new method is called multistencils fast marching (MSFM), which computes the solution at each grid point by solving the Eikonal equation along several stencils and then picks the solution that satisfies the upwind condition. The stencils are centered at each grid point and cover its entire nearest neighbors. In 2D space, two stencils cover 8-neighbors of the point, whereas in 3D space, six stencils cover its 26-neighbors. For those stencils that are not aligned with the natural coordinate system, the Eikonal equation is derived using directional derivatives and then solved using higher order finite difference schemes. The accuracy of the proposed method over the state-of-the-art FMM-based techniques has been demonstrated through comprehensive numerical experiments.

Abstract: [1] An unstructured grid, finite volume, three-dimensional (3-D) primitive equation coastal ocean model (FVCOM) has been developed for the study of coastal ocean and estuarine circulation by Chen et al. (2003a). The finite volume method used in this model combines the advantage of finite element methods for geometric flexibility and finite difference methods for simple discrete computation. Currents, temperature, and salinity are computed using an integral form of the equations, which provides a better representation of the conservative laws for mass, momentum, and heat. Detailed comparisons are presented here of FVCOM simulations with analytical solutions and numerical simulations made with two popular finite difference models (the Princeton Ocean Model and Estuarine and Coastal Ocean Model (ECOM-si)) for the following idealized cases: wind-induced long-surface gravity waves in a circular lake, tidal resonance in rectangular and sector channels, freshwater discharge onto the continental shelf with curved and straight coastlines, and the thermal bottom boundary layer over the slope with steep bottom topography. With a better fit to the curvature of the coastline using unstructured nonoverlapping triangle grid cells, FVCOM provides improved numerical accuracy and correctly captures the physics of tide-, wind-, and buoyancy-induced waves and flows in the coastal ocean. This model is suitable for applications to estuaries, continental shelves, and regional basins that feature complex coastlines and bathymetry.

Abstract: A stable and explicit second order accurate finite difference method for the elastic wave equation in curvilinear coordinates is presented. The discretization of the spatial operators in the method is shown to be self-adjoint for free-surface, Dirichlet and periodic boundary conditions. The fully discrete version of the method conserves a discrete energy to machine precision.

Abstract: In this paper, the mesh-free least square-based finite difference (MLSFD) method is applied to numerically study the flow field around two circular cylinders arranged in side-by-side and tandem configurations. For each configuration, various geometrical arrangements are considered, in order to reveal the different flow regimes characterized by the gap between the two cylinders. In this work, the flow simulations are carried out in the low Reynolds number range, that is, Re = 100 and 200. Instantaneous vorticity contours and streamlines around the two cylinders are used as the visualization aids. Some flow parameters such as Strouhal number, drag and lift coefficients calculated from the solution are provided and quantitatively compared with those provided by other researchers.

Abstract: SUMMARY An efficient numerical scheme is outlined for solving the SWEs (shallow water equations) in environmental flow; this scheme includes the addition of a five-point symmetric total variation diminishing (TVD) term to the corrector step of the standard MacCormack scheme. The paper shows that the discretization of the conservative and non-conservative forms of the SWEs leads to the same finite difference scheme when the source term is discretized in a certain way. The non-conservative form is used in the solution outlined herein, since this formulation is simpler and more efficient. The time step is determined adaptively, based on the maximum instantaneous Courant number across the domain. The bed friction is included either explicitly or implicitly in the computational algorithm according to the local water depth. The wetting and drying process is simulated in a manner which complements the use of operator-splitting and two-stage numerical schemes. The numerical model was then applied to a hypothetical dam-break scenario, an experimental dam-break case and an extreme flooding event over the Toce River valley physical model. The predicted results are free of spurious oscillations for both sub- and super-critical flows, and the predictions compare favourably with the experimental measurements. Copyright q 2006 John Wiley & Sons, Ltd.

Abstract: We exploit the mimetic finite difference method introduced by Hyman and Shashkov to present a framework for estimating vector fields and related scalar fields (divergence, curl) of physical interest from image sequences. Our approach provides a basis for consistent definitions of higher-order differential operators, for the analysis and a novel stability result concerning second-order div-curl regularizers, for novel variational schemes to the estimation of solenoidal (divergence-free) image flows, and to convergent numerical methods in terms of subspace corrections.

Abstract: In this paper we describe the fully nonlinear free-surface deformations of initially calm water caused by the water entry and water exit of a horizontal circular cylinder with both forced and free vertical motions. Two-dimensional flow conditions are assumed in the study. This has relevance for marine operations as well as for the ability to predict large amplitude motions of floating sea structures. A new numerical method called the CIP (Constrained Interpolation Profile) method is used to solve the problem. In this paper, the circular cylinder and free surface interaction is treated as a multiphase problem, which has liquid (water), gas (air), and solid (circular cylinder) phases. The flow is represented by one set of governing equations, which are solved numerically on a nonuniform, staggered Cartesian grid by a finite difference method. The free surface as well as the body boundary is immersed in the computational domain. The numerical results of the water entry and exit force, the free surface deformation and the vertical motion of the cylinder are compared with experimental results, and favorable agreement is obtained.

Abstract: The need for incorporating the traction-free condition at the air-earth boundary for finite-difference modeling of seismic wave propagation has been discussed widely. A new implementation has been developed for simulating elastic wave propagation in which the free-surface condition is replaced by an explicit acoustic-elastic boundary. Detailed comparisons of seismograms with different implementations for the air-earth boundary were undertaken using the (2,2) (the finite-difference operators are second order in time and space) and the (2,6) (second order in time and sixth order in space) standard staggered-grid (SSG) schemes. Methods used in these comparisons to define the air-earth boundary included the stress image method (SIM), the heterogeneous approach, the scheme of modifying material properties based on transversely isotropic medium approach, the acoustic-elastic boundary approach, and an analytical approach. The method proposed achieves the same or higher accuracy of modeled body waves relative to the SIM. Rayleigh waves calculated using the explicit acoustic-elastic boundary approach differ slightly from those calculated using the SIM. Numerical results indicate that when using the (2,2) SSG scheme for SIM and our new method, a spatial step of 16 points per minimum wavelength is sufficient to achieve 90% accuracy; 32 points per minimum wavelength achieves 95% accuracy in modeled Rayleigh waves. When using the (2,6) SSG scheme for the two methods, a spatial step of eight points per minimum wavelength achieves 95% accuracy in modeled Rayleigh waves. Our proposed method is physically reasonable and, based on dispersive analysis of simulated seismographs from a layered half-space model, is highly accurate. As a bonus, our proposed method is easy to program and slightly faster than the SIM.

Abstract: In the low-frequency limit, the displacement currents in the Maxwell equations can be neglected. However, for numerical simulations, a small displacement current should be present to achieve numerical stability. This requirement leads to a large range of propagation velocities with high velocities for the high frequencies and low velocities for the low frequencies. As a consequence, the number of time steps may become large. I show that it is possible to transform mathematically the original physical problem to one that has propagation velocities with less frequency dependence. Hence, the number of time steps necessary for a signal to travel a certain distance with the lowest velocity is significantly reduced. A typical example shows a reduction in computational time by a factor of 40. A comparison of the solutions from plane-layered modeling in the frequency and wavenumber domain and the proposed method shows good agreement between the two. The proposed method can also be used for other systems of diffusive equations.

Abstract: 1. Introduction to mathematical modelling and numerical simulation 2. Finite difference method 3. Variational formulation of elliptic problems 4. Sobolev spaces 5. The mathematical study of elliptical problems 6. The finite element method 7. Eigenvalue problems 8. Evolution problems 9. Introduction to optimization 10. Optimality conditions and algorithms 11. Methods of operational research APPENDICES 12. Review of Hilbert spaces 13. Matrix numerical analysis Bibliography Index

Abstract: This paper describes the application of radial basis function (RBF) based finite difference type scheme (RBF-FD) for solving steady convection–diffusion equations. Numerical studies are made using multiquadric (MQ) RBF. By varying the shape parameter in MQ, the accuracy of the solution is seen to be highly improved for large values of Reynolds' numbers. The developed scheme has been compared with the corresponding finite difference scheme and found that the solutions obtained using the former are non-oscillatory. Copyright © 2007 John Wiley & Sons, Ltd.

Abstract: Micromagnetics is based on the one hand on a continuum approximation of exchange interactions, including boundary conditions, on the other hand on Maxwell equations in the nonpropagative (static) limit for the evaluation of the demagnetizing field. The micromagnetic energy is most often restricted to the sum of the exchange, demagnetizing or self-magnetostatic, Zeeman, and anisotropy energies. When supplemented with a time evolution equation, including field induced magnetization precession, damping and possibly additional torque sources, micromagnetics allows for a precise description of magnetization distributions within finite bodies both in space and time. Analytical solutions are, however, rarely available. Numerical micromagnetics enables the exploration of complexity in small size magnetic bodies. Finite difference methods are here applied to numerical micromagnetics in two variants for the description of both exchange interactions/boundary conditions and demagnetizing field evaluation. Accuracy in the time domain is also discussed and a simple tool provided in order to monitor time integration accuracy. A specific example involving large angle precession, domain wall motion as well as vortex/antivortex creation and annihilation allows for a fine comparison between two discretization schemes with as a net result, the necessity for mesh sizes well below the exchange length in order to reach adequate convergence. Keywords: micromagnetics; finite differences; boundary conditions; Landau—Lifshitz—Gilbert; magnetization dynamics; approximation order

Abstract: High-pressure water jets are used to cut and drill into rocks by generating cavitating water bubbles in the jet which collapse on the surface of the rock target material. The dynamics of submerged bubbles depends strongly on the surrounding pressure, temperature and liquid surface tension. The Rayleigh-Plesset (RF) equation governs the dynamic growth and collapse of a bubble under various pressure and temperature conditions. A numerical finite difference model is established for simulating the process of growth, collapse and rebound of a cavitation bubble travelling along the flow through a nozzle producing a cavitating water jet. A variable time-step technique is applied to solve the highly non-linear second-order differential equation. This technique, which emerged after testing four finite difference schemes (Euler, central, modified Euler and Runge-Kutta-Fehiberg (RKF)), successfully solves the Rayleigh-Plesset (RP) equation for wide ranges of pressure variation and bubble initial sizes and saves considerable computing time. Inputs for this model are the pressure and velocity data obtained from a CFD (computational fluid dynamics) analysis of the jet. Copyright (c) 2007 John Wiley & Sons, Ltd.

Abstract: A finite-difference method for integro-differential equations arising from Le´vy driven asset processes in finance is discussed. The equations are discretized in space by the collocation method and in time by an explicit backward differentiation formula. The discretization is shown to be second-order accurate for a relevant parameter range determining the degree of the singularity in the Le´vy measure. The singularity is dealt with by means of an integration by parts technique. An application of the fast Fourier transform gives the overall amount of work $O(N_t N\log N)$, rendering the method fast.

Abstract: An improved finite difference (FD) method has been developed in order to calculate the behaviour of the nuclear magnetic resonance signal variations caused by water diffusion in biological tissues more accurately and efficiently. The algorithm converts the conventional image-based finite difference method into a convenient matrix-based approach and includes a revised periodic boundary condition which eliminates the edge effects caused by artificial boundaries in conventional FD methods. Simulated results for some modelled tissues are consistent with analytical solutions for commonly used diffusion-weighted pulse sequences, whereas the improved FD method shows improved efficiency and accuracy. A tightly coupled parallel computing approach was also developed to implement the FD methods to enable large-scale simulations of realistic biological tissues. The potential applications of the improved FD method for understanding diffusion in tissues are also discussed.

Abstract: Fractional diffusion equations have recently been used to model problems in physics, hydrology, biology and other areas of application. In this paper, we consider a two-dimensional time fractional diffusion equation (2D-TFDE) on a finite domain. An implicit difference approximation for the 2D-TFDE is presented. Stability and convergence of the method are discussed using mathematical induction. Finally, a numerical example is given. The numerical result is in excellent agreement with our theoretical analysis.

Abstract: The multi-dimensional Black-Scholes equation is solved numerically for a European call basket option using a priori-a posteriori error estimates The equation is discretized by a finite difference method on a Cartesian grid The grid is adjusted dynamically in space and time to satisfy a bound on the global error The discretization errors in each time step are estimated and weighted by the solution of the adjoint problem Bounds on the local errors and the adjoint solution are obtained by the maximum principle for parabolic equations Comparisons are made with Monte Carlo and quasi-Monte Carlo methods in one dimension, and the performance of the method is illustrated by examples in one, two, and three dimensions